+105.6%
SAP vs CTVA
+198.5%
-92.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.7% |
| 7D | +1.5% | +2.4% | -1.0% | +0.9% |
| 30D | +8.8% | -8.1% | +16.9% | +11.1% |
| 3M | +12.1% | +6.3% | +5.8% | +9.4% |
| 6M | +34.6% | +0.4% | +34.1% | +32.5% |
| YTD | -2.1% | +21.8% | -23.9% | -9.5% |
| 1Y | -5.5% | +24.9% | -30.4% | -13.3% |
| 3Y | +67.4% | +92.3% | -24.9% | +32.0% |
| 5Y | +74.6% | +78.9% | -4.3% | +37.5% |
| All | +105.6% | +198.5% | -92.9% | +23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling